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Apparently some of these positions include hidden losses that Bennett & Co have hidden for many years- read the attached article

I cant seem to find any discussion on Sharpe Ratios in the forums, so I'll add my question here- I have a low Sharpe Ratio system of .4, which returns 30% annually without leverage. Im told that good systems have ratios of 1, 2, even 4. Is there something wrong with a system with a low...

Lets say I have a long only system that trades the underlying SP500 stocks on a long term basis and generates 40% annual returns with an occasional 50% drawdown in '73,'87,'01. Would you be able to trade it, or would you settle for something that mirrored the market? What does your gut tell you?

Walter, very good results, how many trades do you make in a year?

Thats weird, they have an IPO and have options right off the bat. Doesnt make sense. Usually you have to wait 3-6 months before the options trade, from what I have seen. When did GOOG options start trading after the IPO?

are these systems intraday or end of day? What about drawdowns? How many consecutive losers does the system have in a backtest? What is the size of the win / loss? 3:1? 5:1? Without any information, win /loss doesnt tell you the extent to which the system will be profitable

Hi Pinozi, I have Ryans book and the actual code (usable code) for using Fixed Ration Money Management for stocks doesnt seem to be present in the book. for example, I have a trading system, what code would I use to set my position in one stock? I have a money management method that is...

Mathematically, in the highest tax bracket (44% tax in Canada) you have to earn about a 35% and higher return to justify your trading if you are using it as all or part of your retirement. The top mutual funds, ( in Canada there are 2 or 3 with > 10 years track records of 20-30%) when bought...

FX, you crossed the line there. Scale to $100 bill?, let me clear my throat. I find that since no one in the world trades that size, that you might be all alone in your trading. Put in your system a limit on trading no more than 50% of the volume on entry, and see how it trades and how it...

Has anyone found any reasonable books that are somewhat new, or is this is stuff that only a $300 an hr lawyer / accountant will tell you? I've read the "Offshore Advantage" with little use. I've search amazon for a decent read thats relevant without luck. The other problem is commission...

Multioption, Wilders systems were garbage, how he paddled his way into profits is beyond me. At least the turtles have actually made money and been acknowledged for it publicly. The public that is investing in traders has not heard of lane and wilders. As for "being right" , turtles arent...

Where do you live, and are you affiliated with a trading firm? Are you interested in longer-term systems or short term systems? What kind of drawdown is exceptable in your trading? I have a few systems that make money but they do have drawdowns of 35% - when the markets correct /...

Great question, Im also looking for the answer to this question, though I'm a Canadian citizen. Im specifically looking at how to structure something like this as an advisor, with minimal expense to maintain. This article below discusses how tax deferral is possible when setting up a...

Trader B can use up to 10X leverage to achieve the same drawdown risk as Trader A, therefore his potential return given the same drawdown risk and assuming that liquidity is the same when he is trading up to 10x leverage. He can return 250% annually given that the same material conditions apply...

LateApex, can you tell me a bit about Eddie Kwong (ed.), The Real Holy Grail: Money Management Techniques of Top Traders, TradingMarkets, 2001? I have never heard of him, is it worth purchasing, what area does the book focus on? Thanks, Eric

Could I also set up a corporation here and receive dividends from the offshore corp, then pay myself, thus avoiding more taxes? How do large wealthy clients escape taxes with offshore hedge funds? Anyone have any knowledge of how this is done?

does anyone have any suggestions or things to say about using leverage on a backtested trading strategy? Does anyone trade equities longer term using leverage? How about using leverage intraday, for example in the prop trading setting. Is it better to seek out low drawdown strategies...

What ever happened to good old phenomenology? As for Kiev, I read several of his books, and its true, if you focus youll achieve goals. For example, right now I dont have access to a trading account. Instead Im focused on a trading system that quantifies past returns, gives my trading...

PoundtheRock- Shouldnt you quote the returns of a public "trend follower" like Dunn instead of a single trader whose methodology may differ day to day (i.e discretionary trader) ? I tried to code the TurtleRules.pdf system being touted by the real turtles. I attempted to work it for...

Heres an example of a trend following system I made myself. Couldn't figure out how Dunn did it using a Turtle system, so I did it myself.